+44.4%
SITM vs ALLE
+18.6%
+25.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.8% | -11.1% | -9.6% |
| 7D | -19.5% | +6.7% | -26.2% | -20.6% |
| 30D | -43.2% | +25.4% | -68.6% | -46.4% |
| 3M | -30.8% | +16.9% | -47.8% | -33.1% |
| 6M | -28.6% | +46.6% | -75.1% | -39.1% |
| YTD | +14.2% | +22.4% | -8.2% | +10.1% |
| 1Y | +44.4% | +17.7% | +26.6% | +44.4% |
| All | +44.4% | +18.6% | +25.8% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling